| The Minimax Estimator of Stochastic Regression Coefficients and Parameters in the Class of All Estimators |
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| 作者姓名： | Li Wen XU Song Gui WANG |
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| 作者单位： | [1]Department of Mathematics, Tsinghua University, Beijing 100084, P. R. China [2]College of Applied Sciences, Beijing University of Technology, Beijing 100022, P. R. China [3]College of Applied Sciences, Beijing University of Technology, Beijing 100022. P. R. China |
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| 基金项目： | This work is supported by the National Natural Science Foundation of China （10271010） and the Natural Science Foundation of Beijing （1032001） |
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| 摘 要： |
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| 关 键 词： | 最小估计器 随机回归系数 正规线性模型 全估计器 组 |
| 修稿时间： | 2004-06-142004-09-27 |
The Minimax Estimator of Stochastic Regression Coefficients and Parameters in the Class of All Estimators |
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| Li Wen XU Song Gui WANG.The Minimax Estimator of Stochastic Regression Coefficients and Parameters in the Class of All Estimators[J].Acta Mathematica Sinica,2007,23(3):497-506. |
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| Authors: | Li Wen Xu Song Gui Wang |
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| Institution: | (1) Department of Mathematics, Tsinghua University, Beijing 100084, P. R. China;(2) College of Applied Sciences, Beijing University of Technology, Beijing 100022, P. R. China |
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| Abstract: | In this paper, the authors address the problem of the minimax estimator of linear combinations of stochastic regression coefficients and parameters in the general normal linear model with random effects. Under a quadratic loss function, the minimax property of linear estimators is investigated. In the class of all estimators, the minimax estimator of estimable functions, which is unique with probability 1, is obtained under a multivariate normal distribution. |
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| Keywords: | minimax estimator stochastic regression coefficients quadratic loss function normal linear model |
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